Universal data compression and linear prediction

M. Feder, A.C. Singer
Proceedings DCC '98 Data Compression Conference (Cat. No.98TB100225)  
The relationship between prediction and data compression can be extended to universal prediction schemes and universal data compression. Recent w ork shows that minimizing the sequential squared prediction error for individual sequences can be achieved using the same strategies which minimize the sequential codelength for data compression of individual sequences. De ning a probability" as an exponential function of sequential loss, results from universal data compression can be used to develop
more » ... niversal linear prediction algorithms. Speci cally, w e present an algorithm for linear prediction of individual sequences which i s t wice-universal, over parameters and model orders.
doi:10.1109/dcc.1998.672225 dblp:conf/dcc/FederS98 fatcat:5gzeozunjneblbtrljiaddtjum